Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-10 00:00:00+00:00 0.577497 0.648409 0.728291 0.825701 0.942313 1.078765 1.252519
2024-11-17 00:00:00+00:00 0.487351 0.573376 0.677062 0.813418 0.991404 1.220882 1.547951
2024-11-24 00:00:00+00:00 0.430155 0.524274 0.643773 0.810698 1.044868 1.373501 1.893512
2024-12-01 00:00:00+00:00 0.374395 0.468031 0.591507 0.771968 1.039669 1.441961 2.137671
2024-12-08 00:00:00+00:00 0.332320 0.424103 0.548970 0.738551 1.033712 1.505281 2.391597
2024-12-15 00:00:00+00:00 0.312146 0.407180 0.540867 0.752486 1.100366 1.697221 2.939111
2024-12-22 00:00:00+00:00 0.299430 0.398934 0.543549 0.782191 1.196997 1.964809 3.756508
2024-12-29 00:00:00+00:00 0.284282 0.385408 0.536426 0.794606 1.265763 2.199969 4.633730
2025-01-05 00:00:00+00:00 0.270037 0.371741 0.527317 0.801907 1.326058 2.435941 5.668281
2025-01-12 00:00:00+00:00 0.254807 0.355176 0.511774 0.795617 1.358589 2.621574 6.701194
2025-01-19 00:00:00+00:00 0.236098 0.331778 0.483000 0.761967 1.329706 2.655150 7.268914
2025-01-26 00:00:00+00:00 0.226605 0.322185 0.476106 0.767476 1.383681 2.912631 8.914678
2025-02-02 00:00:00+00:00 0.218904 0.315279 0.473744 0.782570 1.465214 3.286400 11.621812
2025-02-09 00:00:00+00:00 0.208311 0.302882 0.460794 0.775332 1.494515 3.526353 14.122177
2025-02-16 00:00:00+00:00 0.199814 0.293362 0.452056 0.775410 1.541702 3.846357 17.853359
2025-02-23 00:00:00+00:00 0.187019 0.275855 0.427707 0.740540 1.495056 3.836828 19.282497
2025-03-02 00:00:00+00:00 0.175862 0.260545 0.406350 0.709911 1.454613 3.838435 20.935054
2025-03-09 00:00:00+00:00 0.171630 0.256800 0.405854 0.723688 1.534520 4.326517 29.110805
2025-03-16 00:00:00+00:00 0.169555 0.256592 0.411811 0.752201 1.662244 5.094744 46.354125
2025-03-23 00:00:00+00:00 0.165553 0.252739 0.410511 0.764208 1.746084 5.743089 70.256802
2025-03-30 00:00:00+00:00 0.161239 0.248071 0.407260 0.771283 1.817296 6.396111 108.889731
2025-04-06 00:00:00+00:00 0.155804 0.241091 0.398972 0.765426 1.846509 6.857668 158.328166
2025-04-13 00:00:00+00:00 0.147978 0.229426 0.380696 0.733590 1.784118 6.752201 175.437584